Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 2.97% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 160,990 | 160,990 | 53,404 CHF | 55,014 CHF | 100.00% | 100.00% |
12/06/2024 | 3.80% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 206,913 | 206,908 | 53,466 CHF | 55,534 CHF | 100.00% | 100.00% |
11/06/2024 | 3.36% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 181,079 | 181,079 | 53,101 CHF | 54,912 CHF | 100.00% | 100.00% |
10/06/2024 | 2.92% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 156,794 | 156,795 | 52,846 CHF | 54,414 CHF | 99.59% | 99.59% |
07/06/2024 | 2.72% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 151,080 | 151,081 | 54,647 CHF | 56,158 CHF | 100.00% | 100.00% |
05/06/2024 | 2.01% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 109,522 | 109,522 | 53,871 CHF | 54,966 CHF | 100.00% | 100.00% |
04/06/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,471 | 100,472 | 55,087 CHF | 56,093 CHF | 100.00% | 100.00% |
03/06/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 127,569 | 127,568 | 55,417 CHF | 56,692 CHF | 100.00% | 100.00% |
31/05/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 138,813 | 138,815 | 55,187 CHF | 56,576 CHF | 100.00% | 100.00% |
30/05/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 153,137 | 153,139 | 54,269 CHF | 55,801 CHF | 100.00% | 100.00% |